Approximate nonlinear filtering for piecewise linear systems (Q1114657)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate nonlinear filtering for piecewise linear systems |
scientific article |
Statements
Approximate nonlinear filtering for piecewise linear systems (English)
0 references
1988
0 references
One considers a finite partition of the space consisting of polyhedra and one supposes that the coefficients of a nonlinear filtering problem are linear on each set of this partition; a time discretization scheme is proposed for this problem and a convergence theorem is given. The numerical involvements of the resulting algorithm are also discussed.
0 references
nonlinear filtering
0 references
time discretization
0 references
convergence theorem
0 references
0 references
0 references
